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Themes ETF Trust Leverage Shares 2x Long SNAP Daily ETF SNAG

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Market dataready · fetched 2026-10-24T15:14:49.106Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:00.565826026Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:14:49.292083+00:00

Share price$7.04
1D+1.7%
AH$6.77$6.88$6.98$7.09$7.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNAG
Sold putSold callAH

Themes ETF Trust Leverage Shares 2x Long SNAP Daily ETF options

Live interpolated SNAG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2x Long SNAP Daily ETF$0.16$1.71$3.26$4.82$6.37$2.58$4.79$6.99$9.20$11.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNAG spot · $7.04SNAG PRICE$0.33$0.43$0.54$0.66$0.78$0.93$1.08$1.23$1.39$1.56$1.73$1.95$2.21$0.51$0.69$0.90$1.17$1.45$1.78$2.11$2.47$2.88$3.41$4.04$5.12$5.92
PutsExpensive1.57×
CallsExpensive1.33×
SkewBearish+5.10 pp
Implied moveBearish±$3.19
TiltBearish37.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.62191.8%83.9%5.27179.0%32.4%
25Δ11.46189.0%68.8%5.71179.8%28.6%
30Δ10.57187.8%57.8%6.17182.0%25.2%
35Δ9.81187.1%48.7%6.62186.4%22.6%
40Δ9.12185.3%40.6%7.08190.2%20.0%
45Δ8.57186.7%35.0%7.58190.6%17.6%
50Δ8.06188.9%29.8%8.08190.7%15.1%
55Δ7.55185.9%24.8%8.60188.7%12.9%
60Δ7.05182.2%19.8%9.16187.2%10.8%
65Δ6.61177.7%15.9%9.82187.4%8.9%
70Δ6.17173.2%12.3%10.57187.9%7.2%
75Δ5.75170.1%9.3%11.76197.0%5.7%
80Δ5.32168.1%6.9%12.67193.0%4.1%

20Δ

Calls
Pseudo strike
12.62
IV
191.8%
B/E move
83.9%
Puts
Pseudo strike
5.27
IV
179.0%
B/E move
32.4%

25Δ

Calls
Pseudo strike
11.46
IV
189.0%
B/E move
68.8%
Puts
Pseudo strike
5.71
IV
179.8%
B/E move
28.6%

30Δ

Calls
Pseudo strike
10.57
IV
187.8%
B/E move
57.8%
Puts
Pseudo strike
6.17
IV
182.0%
B/E move
25.2%

35Δ

Calls
Pseudo strike
9.81
IV
187.1%
B/E move
48.7%
Puts
Pseudo strike
6.62
IV
186.4%
B/E move
22.6%

40Δ

Calls
Pseudo strike
9.12
IV
185.3%
B/E move
40.6%
Puts
Pseudo strike
7.08
IV
190.2%
B/E move
20.0%

45Δ

Calls
Pseudo strike
8.57
IV
186.7%
B/E move
35.0%
Puts
Pseudo strike
7.58
IV
190.6%
B/E move
17.6%

50Δ

Calls
Pseudo strike
8.06
IV
188.9%
B/E move
29.8%
Puts
Pseudo strike
8.08
IV
190.7%
B/E move
15.1%

55Δ

Calls
Pseudo strike
7.55
IV
185.9%
B/E move
24.8%
Puts
Pseudo strike
8.60
IV
188.7%
B/E move
12.9%

60Δ

Calls
Pseudo strike
7.05
IV
182.2%
B/E move
19.8%
Puts
Pseudo strike
9.16
IV
187.2%
B/E move
10.8%

65Δ

Calls
Pseudo strike
6.61
IV
177.7%
B/E move
15.9%
Puts
Pseudo strike
9.82
IV
187.4%
B/E move
8.9%

70Δ

Calls
Pseudo strike
6.17
IV
173.2%
B/E move
12.3%
Puts
Pseudo strike
10.57
IV
187.9%
B/E move
7.2%

75Δ

Calls
Pseudo strike
5.75
IV
170.1%
B/E move
9.3%
Puts
Pseudo strike
11.76
IV
197.0%
B/E move
5.7%

80Δ

Calls
Pseudo strike
5.32
IV
168.1%
B/E move
6.9%
Puts
Pseudo strike
12.67
IV
193.0%
B/E move
4.1%

Options history

No recorded observations